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Bristol-Myers Squibb Co BMY 64.19 2.48 4.02%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 04, 2026 close · $64.00
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.5% ±$0.95 $63.06 – $64.95 $62.87 – $65.14 $61.97 – $66.04
2 sessions ±2.1% ±$1.31 $62.69 – $65.32 $62.40 – $65.61 $61.16 – $66.85
3 sessions ±2.5% ±$1.63 $62.38 – $65.63 $62.07 – $65.94 $60.54 – $67.47
1 week ±3.2% ±$2.03 $61.98 – $66.03 $61.52 – $66.49 $59.68 – $68.33
2 weeks ±4.3% ±$2.78 $61.23 – $66.78 $60.57 – $67.44 $58.08 – $69.93
3 weeks ±5.5% ±$3.53 $60.48 – $67.53 $59.63 – $68.38 $56.57 – $71.44
1 month ±6.4% ±$4.08 $59.93 – $68.08 $58.93 – $69.08 $55.38 – $72.63
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±4.77%
Average actual move
3.22%
Beyond the implied move
2 / 6
Median IV change
-24.59%
Reaction session Implied Actual Used ATM IV before → after
October 29, 2026 ±4.30% +1.35% 0.31× —
July 30, 2026 ±3.89% +2.79% 0.72× 34.9% → 29.9%
April 30, 2026 ±4.79% +5.21% 1.09× —
July 31, 2025 ±4.98% -5.81% 1.17× 40.4% → 31.9%
April 24, 2025 ±5.23% +0.33% 0.06× 43.4% → 31.2%
February 06, 2025 ±5.44% -3.84% 0.70× 35.5% → 22.4%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →